Personne

Sofia Charlotta Olhede

Publications associées (7)

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The elliptical Ornstein-Uhlenbeck process

Sofia Charlotta Olhede

We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...

INT PRESS BOSTON, INC2023

Networks with correlated edge processes

Sofia Charlotta Olhede, Mária Süveges

This article proposes methods to model non-stationary temporal graph processes motivated by a hospital interaction data set. This corresponds to modelling the observation of edge variables indicating interactions between pairs of nodes exhibiting dependenc ...

OXFORD UNIV PRESS2023

Multivariate geometric anisotropic Cox processes

Sofia Charlotta Olhede

This paper introduces a new modeling and inference framework for multivariate and anisotropic point processes. Building on recent innovations in multivariate spatial statistics, we propose a new family of multivariate anisotropic random fields, and from th ...

WILEY2023

A developmental shift in habituation to pain in human neonates

Sofia Charlotta Olhede, Laura Jones

Habituation to recurrent non-threatening or unavoidable noxious stimuli is an important aspect of adaptation to pain. Neonates, especially if preterm, are exposed to repeated noxious procedures during their clinical care. They can mount strong behavioral, ...

CELL PRESS2023

The Debiased Spatial Whittle likelihood

Sofia Charlotta Olhede

We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased Spatial Whittle l ...

WILEY2022

Atomic subgraphs and the statistical mechanics of networks

Sofia Charlotta Olhede

We develop random graph models where graphs are generated by connecting not only pairs of vertices by edges, but also larger subsets of vertices by copies of small atomic subgraphs of arbitrary topology. This allows for the generation of graphs with extens ...

2021

Modeling Network Populations via Graph Distances

Sofia Charlotta Olhede

This article introduces a new class of models for multiple networks. The core idea is to parameterize a distribution on labeled graphs in terms of a Frechet mean graph (which depends on a user-specified choice of metric or graph distance) and a parameter t ...

AMER STATISTICAL ASSOC2020